Melt the butter in a large sauce pan over medium heat, add the onions and mushrooms and cook until the mushrooms have released their liquids and it has evaporated, about 10-15 minutes.
Mix in the flour and paprika and let it cook for 2-3 minutes.
Add the broth, dill, soy sauce, bring to a boil, reduce the heat and simmer for 15 minutes.
Season with salt, pepper, mix in the sour cream, lemon juice and dill and remove from heat.